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Seki Kim

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2008
6EEKisoeb Park, Moonseong Kim, Seki Kim: On Sharp Estimating of Bond Option Prices for Heath-Jarrow-Morton Model Based on Jump. ICCSA (2) 2008: 1077-1085
5EEKisoeb Park, Moonseong Kim, Seki Kim: Statistical Prediction for the Pricing of Bond Using Random Number Generation. ICCSA (2) 2008: 1120-1130
4EEKisoeb Park, Moonseong Kim, Seki Kim: Simulation Analysis for the Pricing of Bond Option on Arbitrage-Free Models with Jump. ICCSA (2) 2008: 887-895
2006
3EEKisoeb Park, Moonseong Kim, Seki Kim: Stochastic Simulation Method for the Term Structure Models with Jump. ICCSA (3) 2006: 1054-1063
2EEKisoeb Park, Moonseong Kim, Seki Kim: Bond Pricing with Jumps and Monte Carlo Simulation. International Conference on Computational Science (1) 2006: 30-37
1EEKisoeb Park, Moonseong Kim, Seki Kim: On Monte Carlo Simulation for the HJM Model Based on Jump. International Conference on Computational Science (1) 2006: 38-45

Coauthor Index

1Moonseong Kim [1] [2] [3] [4] [5] [6]
2Kisoeb Park [1] [2] [3] [4] [5] [6]

Copyright © Sun May 17 03:24:02 2009 by Michael Ley (ley@uni-trier.de)